+298.3%
HPQ vs APTV
+180.9%
+117.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -2.6% |
| 7D | -0.5% | +2.0% | -2.4% | -1.3% |
| 30D | +3.7% | -7.7% | +11.4% | +7.1% |
| 3M | +24.3% | -34.0% | +58.3% | +44.9% |
| 6M | +64.8% | -37.1% | +101.9% | +92.7% |
| YTD | +43.9% | -39.9% | +83.8% | +70.6% |
| 1Y | +11.7% | -44.4% | +56.1% | +36.7% |
| 3Y | +19.7% | -54.5% | +74.2% | +52.4% |
| 5Y | +32.2% | -69.1% | +101.3% | +90.8% |
| 10Y | +198.9% | -20.0% | +218.9% | +159.3% |
| All | +298.3% | +180.9% | +117.4% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling